Dundee Precious Metals Inc (DPM.TO)
13.27
+0.03
(+0.23%)
CAD |
TSX |
Nov 22, 12:34
Dundee Precious Metals Max Drawdown (5Y): 46.57% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 46.57% |
| September 30, 2024 | 46.57% |
| August 31, 2024 | 46.57% |
| July 31, 2024 | 46.57% |
| June 30, 2024 | 46.57% |
| May 31, 2024 | 46.57% |
| April 30, 2024 | 46.57% |
| March 31, 2024 | 46.57% |
| February 29, 2024 | 46.57% |
| January 31, 2024 | 46.57% |
| December 31, 2023 | 46.57% |
| November 30, 2023 | 46.57% |
| October 31, 2023 | 46.57% |
| September 30, 2023 | 46.57% |
| August 31, 2023 | 47.06% |
| July 31, 2023 | 47.06% |
| June 30, 2023 | 56.47% |
| May 31, 2023 | 56.47% |
| April 30, 2023 | 56.47% |
| March 31, 2023 | 56.47% |
| February 28, 2023 | 56.47% |
| January 31, 2023 | 56.47% |
| December 31, 2022 | 57.58% |
| November 30, 2022 | 63.58% |
| October 31, 2022 | 64.35% |
| Date | Value |
|---|---|
| September 30, 2022 | 69.80% |
| August 31, 2022 | 72.27% |
| July 31, 2022 | 74.02% |
| June 30, 2022 | 74.02% |
| May 31, 2022 | 74.02% |
| April 30, 2022 | 76.21% |
| March 31, 2022 | 77.74% |
| February 28, 2022 | 77.74% |
| January 31, 2022 | 77.74% |
| December 31, 2021 | 77.74% |
| November 30, 2021 | 77.74% |
| October 31, 2021 | 77.74% |
| September 30, 2021 | 81.19% |
| August 31, 2021 | 81.47% |
| July 31, 2021 | 81.47% |
| June 30, 2021 | 81.47% |
| May 31, 2021 | 81.47% |
| April 30, 2021 | 81.47% |
| March 31, 2021 | 81.47% |
| February 28, 2021 | 81.47% |
| January 31, 2021 | 81.47% |
| December 31, 2020 | 85.35% |
| November 30, 2020 | 91.02% |
| October 31, 2020 | 91.97% |
| September 30, 2020 | 91.97% |
Max Drawdown Definition
Max drawdown is an indicator of the risk of a portfolio chosen based on a certain strategy. It measures the largest single drop from peak to bottom in the value of a portfolio before a new peak is achieved.
Max Drawdown (5Y) Range, Past 5 Years
46.57%
Minimum
Sep 2023
91.97%
Maximum
Nov 2019
69.84%
Average
75.11%
Median
Max Drawdown (5Y) Benchmarks
| Agnico Eagle Mines Ltd | 54.78% |
| Centerra Gold Inc | 71.24% |
| OceanaGold Corp | 77.77% |
| B2Gold Corp | 62.63% |
| Torex Gold Resources Inc | 68.46% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 14.98 |
| Beta (5Y) | 1.161 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 38.94% |
| Historical Sharpe Ratio (5Y) | 0.6576 |
| Historical Sortino (5Y) | 1.287 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.70% |